Debiasing LLMs by Fine-tuning
Fuente:
arXiv
Saved in:
| Main Authors: | Gao, Zhenyu, Jiang, Wenxi, Yan, Yutong |
|---|---|
| Format: | Preprint |
| Published: |
2026
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
A Test of Lookahead Bias in LLM Forecasts
by: Gao, Zhenyu, et al.
Published: (2025)
by: Gao, Zhenyu, et al.
Published: (2025)
Empirical Evaluation of Deadline-Resolved Information Leakage on Documented Polymarket Insider Cases
by: Nechepurenko, Maksym
Published: (2026)
by: Nechepurenko, Maksym
Published: (2026)
Chronologically Consistent Large Language Models
by: He, Songrun, et al.
Published: (2025)
by: He, Songrun, et al.
Published: (2025)
Riding Wavelets: A Method to Discover New Classes of Price Jumps
by: Aubrun, Cecilia, et al.
Published: (2024)
by: Aubrun, Cecilia, et al.
Published: (2024)
Revisiting Boehmer et al. (2021): Recent Period, Alternative Method, Different Conclusions
by: Ardia, David, et al.
Published: (2024)
by: Ardia, David, et al.
Published: (2024)
Multivariate Quadratic Hawkes Processes -- Part II: Non-Parametric Empirical Calibration
by: Aubrun, Cecilia, et al.
Published: (2025)
by: Aubrun, Cecilia, et al.
Published: (2025)
Volatility-based strategy on Chinese equity index ETF options
by: Yifeng, Peng
Published: (2024)
by: Yifeng, Peng
Published: (2024)
BioFinBERT: Finetuning Large Language Models (LLMs) to Analyze Sentiment of Press Releases and Financial Text Around Inflection Points of Biotech Stocks
by: Aparicio, Valentina, et al.
Published: (2024)
by: Aparicio, Valentina, et al.
Published: (2024)
Equilibrium Liquidity and Risk Offsetting in Decentralised Markets
by: Drissi, Fayçal, et al.
Published: (2025)
by: Drissi, Fayçal, et al.
Published: (2025)
How low-cost AI universal approximators reshape market efficiency
by: Barucca, Paolo, et al.
Published: (2025)
by: Barucca, Paolo, et al.
Published: (2025)
Trade Co-occurrence, Trade Flow Decomposition, and Conditional Order Imbalance in Equity Markets
by: Lu, Yutong, et al.
Published: (2022)
by: Lu, Yutong, et al.
Published: (2022)
Autonomous Market Intelligence: Agentic AI Nowcasting Predicts Stock Returns
by: Chen, Zefeng, et al.
Published: (2026)
by: Chen, Zefeng, et al.
Published: (2026)
From Hypotheses to Factors: Constrained LLM Agents in Cryptocurrency Markets
by: Huang, Yikuan, et al.
Published: (2026)
by: Huang, Yikuan, et al.
Published: (2026)
Per-Market Information Leakage and Order-Flow Skill: Two Methodological Lenses on Informed Trading in Decentralized Prediction Markets
by: Nechepurenko, Maksym
Published: (2026)
by: Nechepurenko, Maksym
Published: (2026)
Resolution-Aware Perpetual Futures on Binary Prediction Markets: An Empirical Risk-Design Framework Using Polymarket Data
by: Nechepurenko, Maksym
Published: (2026)
by: Nechepurenko, Maksym
Published: (2026)
Deepening the Secondary Market: Integrating Trade Credit into Market Clearing with the Cycles Protocol
by: Fleischman, Tomaž, et al.
Published: (2026)
by: Fleischman, Tomaž, et al.
Published: (2026)
ForesightFlow: An Information Leakage Score Framework for Prediction Markets
by: Nechepurenko, Maksym
Published: (2026)
by: Nechepurenko, Maksym
Published: (2026)
A Taxonomy of Event-Linked Perpetual Futures: Variant Designs Beyond the Single-Market Binary Case
by: Nechepurenko, Maksym
Published: (2026)
by: Nechepurenko, Maksym
Published: (2026)
Information Leakages in the Green Bond Market
by: Shannon, Darren, et al.
Published: (2025)
by: Shannon, Darren, et al.
Published: (2025)
Quantitative Trading using Deep Q Learning
by: Sarkar, Soumyadip
Published: (2023)
by: Sarkar, Soumyadip
Published: (2023)
Heterogeneous Beliefs Model of Stock Market Predictability
by: Park, Jiho
Published: (2024)
by: Park, Jiho
Published: (2024)
Manipulation, Insider Information, and Regulation in Leveraged Event-Linked Markets
by: Nechepurenko, Maksym
Published: (2026)
by: Nechepurenko, Maksym
Published: (2026)
The Value of Information: A Puzzle
by: Kadan, Ohad, et al.
Published: (2026)
by: Kadan, Ohad, et al.
Published: (2026)
The Viability of Blockchain Markets under Discrete Clearing and Paid Priority
by: Capponi, Agostino, et al.
Published: (2026)
by: Capponi, Agostino, et al.
Published: (2026)
First-passage horizons in horizontal visibility graphs: a rank-invariant estimator of path roughness for rough volatility models
by: Sikorski, Michał
Published: (2025)
by: Sikorski, Michał
Published: (2025)
High-frequency financial market simulation and flash crash scenarios analysis: an agent-based modelling approach
by: Gao, Kang, et al.
Published: (2022)
by: Gao, Kang, et al.
Published: (2022)
Non-Linear and Meta-Stable Dynamics in Financial Markets: Evidence from High Frequency Crypto Currency Market Makers
by: Halperin, Igor
Published: (2025)
by: Halperin, Igor
Published: (2025)
On the hidden costs of passive investing
by: Tasitsiomi, Iro
Published: (2025)
by: Tasitsiomi, Iro
Published: (2025)
Can Large Language Models Trade? Testing Financial Theories with LLM Agents in Market Simulations
by: Lopez-Lira, Alejandro
Published: (2025)
by: Lopez-Lira, Alejandro
Published: (2025)
Technology Adoption and Network Externalities in Financial Systems: A Spatial-Network Approach
by: Kikuchi, Tatsuru
Published: (2026)
by: Kikuchi, Tatsuru
Published: (2026)
The Effects of High-frequency Anticipatory Trading: Small Informed Trader vs. Round-Tripper
by: Xu, Ziyi, et al.
Published: (2023)
by: Xu, Ziyi, et al.
Published: (2023)
Order-Flow Filtration and Directional Association with Short-Horizon Returns
by: Anantha, Aditya Nittur, et al.
Published: (2025)
by: Anantha, Aditya Nittur, et al.
Published: (2025)
Neural Hidden Markov Model with Adaptive Granularity Attention for High-Frequency Order Flow Modeling
by: Hu, Tianzuo
Published: (2026)
by: Hu, Tianzuo
Published: (2026)
Liquidity provision in CLMMs: evidence from transactions data
by: Urusov, Andrey, et al.
Published: (2026)
by: Urusov, Andrey, et al.
Published: (2026)
A Volume-Price-Adjusted MACD Trading Strategy with Sensitivity Calibration for U.S. Equity Indices
by: Lin, Luyun, et al.
Published: (2026)
by: Lin, Luyun, et al.
Published: (2026)
Second Thoughts: How 1-second subslots transform CEX-DEX Arbitrage on Ethereum
by: Adadurov, Aleksei, et al.
Published: (2026)
by: Adadurov, Aleksei, et al.
Published: (2026)
Information Propagation Across Investor Types: Transfer Entropy Networks in the Korean Equity Market
by: Kang, Sungwoo
Published: (2026)
by: Kang, Sungwoo
Published: (2026)
Forecasting Equity Correlations with Hybrid Transformer Graph Neural Network
by: Fanshawe, Jack, et al.
Published: (2026)
by: Fanshawe, Jack, et al.
Published: (2026)
Market Making and Transient Impact in Spot FX
by: Barzykin, Alexander
Published: (2026)
by: Barzykin, Alexander
Published: (2026)
Is an investor stolen their profits by mimic investors? Investigated by an agent-based model
by: Mizuta, Takanobu, et al.
Published: (2026)
by: Mizuta, Takanobu, et al.
Published: (2026)
Similar Items
-
A Test of Lookahead Bias in LLM Forecasts
by: Gao, Zhenyu, et al.
Published: (2025) -
Empirical Evaluation of Deadline-Resolved Information Leakage on Documented Polymarket Insider Cases
by: Nechepurenko, Maksym
Published: (2026) -
Chronologically Consistent Large Language Models
by: He, Songrun, et al.
Published: (2025) -
Riding Wavelets: A Method to Discover New Classes of Price Jumps
by: Aubrun, Cecilia, et al.
Published: (2024) -
Revisiting Boehmer et al. (2021): Recent Period, Alternative Method, Different Conclusions
by: Ardia, David, et al.
Published: (2024)